Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.655241 0.739964 0.836041 0.954034 1.096383 1.264326 1.480113
2024-12-15 0.571689 0.680181 0.812787 0.989910 1.225264 1.534842 1.986535
2024-12-22 0.522515 0.647800 0.810454 1.043589 1.380848 1.871641 2.684149
2024-12-29 0.476146 0.609809 0.791952 1.068775 1.499790 2.187351 3.473960
2025-01-05 0.437204 0.575245 0.771181 1.084481 1.605573 2.511699 4.428390
2025-01-12 0.400081 0.537922 0.740164 1.077507 1.671299 2.786638 5.437487
2025-01-19 0.359295 0.490477 0.687514 1.026356 1.648311 2.887585 6.123622
2025-01-26 0.338830 0.470997 0.675197 1.039719 1.744912 3.261831 7.768898
2025-02-02 0.321583 0.454492 0.665253 1.054935 1.848004 3.689962 9.975544
2025-02-09 0.301772 0.432009 0.642779 1.043503 1.893350 3.998845 12.136734
2025-02-16 0.287453 0.416998 0.631120 1.050361 1.979781 4.453976 15.547256
2025-02-23 0.267174 0.390633 0.597281 1.009123 1.947333 4.560979 17.510208
2025-03-02 0.247437 0.364395 0.562449 0.963735 1.901684 4.631634 19.599335
2025-03-09 0.239358 0.357095 0.560696 0.985860 2.028288 5.328759 27.660232
2025-03-16 0.234865 0.355447 0.568899 1.030130 2.225575 6.418544 44.316631
2025-03-23 0.227495 0.348192 0.565841 1.049249 2.360924 7.387450 68.032713
2025-03-30 0.219871 0.339910 0.559985 1.061122 2.479882 8.402871 107.247405
2025-04-06 0.210625 0.328084 0.546154 1.052309 2.533624 9.163058 159.503013
2025-04-13 0.197752 0.308949 0.516418 1.001639 2.440749 9.068304 182.039431
2025-04-20 0.192213 0.302922 0.512511 1.013852 2.561507 10.348131 346.710897
2025-04-27 0.187235 0.297606 0.509577 1.028112 2.695326 11.910515 817.553154
2025-05-04 0.180254 0.288137 0.497322 1.016822 2.734306 12.884722 1770.526040
2025-05-11 0.175303 0.282225 0.492061 1.023281 2.843880 14.616302 8474.705509